+432.4%
DINO vs LH
+261.9%
+170.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +5.7% | +1.1% | +4.6% | +5.4% |
| 30D | -19.6% | +16.7% | -36.3% | -23.3% |
| 3M | +11.8% | +15.1% | -3.3% | +6.9% |
| 6M | +49.0% | +46.3% | +2.6% | +32.4% |
| YTD | +128.1% | +48.8% | +79.3% | +100.3% |
| 1Y | +96.3% | +39.7% | +56.6% | +75.8% |
| 3Y | +113.8% | +87.0% | +26.7% | +72.1% |
| 5Y | +252.7% | +53.0% | +199.7% | +197.2% |
| All | +432.4% | +261.9% | +170.5% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling